CME Swiss Franc Future September 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0480 |
1.0446 |
-0.0034 |
-0.3% |
1.0449 |
| High |
1.0516 |
1.0512 |
-0.0004 |
0.0% |
1.0563 |
| Low |
1.0397 |
1.0425 |
0.0029 |
0.3% |
1.0380 |
| Close |
1.0426 |
1.0511 |
0.0085 |
0.8% |
1.0543 |
| Range |
0.0120 |
0.0087 |
-0.0033 |
-27.2% |
0.0183 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
30,228 |
19,239 |
-10,989 |
-36.4% |
150,238 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0744 |
1.0714 |
1.0559 |
|
| R3 |
1.0657 |
1.0627 |
1.0535 |
|
| R2 |
1.0570 |
1.0570 |
1.0527 |
|
| R1 |
1.0540 |
1.0540 |
1.0519 |
1.0555 |
| PP |
1.0483 |
1.0483 |
1.0483 |
1.0490 |
| S1 |
1.0453 |
1.0453 |
1.0503 |
1.0468 |
| S2 |
1.0396 |
1.0396 |
1.0495 |
|
| S3 |
1.0309 |
1.0366 |
1.0487 |
|
| S4 |
1.0222 |
1.0279 |
1.0463 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.0977 |
1.0644 |
|
| R3 |
1.0861 |
1.0794 |
1.0593 |
|
| R2 |
1.0678 |
1.0678 |
1.0577 |
|
| R1 |
1.0611 |
1.0611 |
1.0560 |
1.0644 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0512 |
| S1 |
1.0428 |
1.0428 |
1.0526 |
1.0461 |
| S2 |
1.0312 |
1.0312 |
1.0509 |
|
| S3 |
1.0129 |
1.0245 |
1.0493 |
|
| S4 |
0.9946 |
1.0062 |
1.0442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0607 |
1.0397 |
0.0210 |
2.0% |
0.0099 |
0.9% |
55% |
False |
False |
27,319 |
| 10 |
1.0607 |
1.0349 |
0.0258 |
2.4% |
0.0091 |
0.9% |
63% |
False |
False |
28,106 |
| 20 |
1.0607 |
1.0165 |
0.0442 |
4.2% |
0.0088 |
0.8% |
78% |
False |
False |
26,923 |
| 40 |
1.0607 |
1.0024 |
0.0583 |
5.5% |
0.0104 |
1.0% |
84% |
False |
False |
28,869 |
| 60 |
1.0607 |
1.0017 |
0.0590 |
5.6% |
0.0096 |
0.9% |
84% |
False |
False |
19,720 |
| 80 |
1.0860 |
1.0017 |
0.0843 |
8.0% |
0.0089 |
0.9% |
59% |
False |
False |
14,798 |
| 100 |
1.0970 |
1.0017 |
0.0953 |
9.1% |
0.0080 |
0.8% |
52% |
False |
False |
11,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0882 |
|
2.618 |
1.0740 |
|
1.618 |
1.0653 |
|
1.000 |
1.0599 |
|
0.618 |
1.0566 |
|
HIGH |
1.0512 |
|
0.618 |
1.0479 |
|
0.500 |
1.0469 |
|
0.382 |
1.0458 |
|
LOW |
1.0425 |
|
0.618 |
1.0371 |
|
1.000 |
1.0338 |
|
1.618 |
1.0284 |
|
2.618 |
1.0197 |
|
4.250 |
1.0055 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0497 |
1.0508 |
| PP |
1.0483 |
1.0505 |
| S1 |
1.0469 |
1.0502 |
|